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Support Sobol's Quasirandom Sequence using Goptuna. #1523

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merged 1 commit into from
May 7, 2021

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c-bata
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@c-bata c-bata commented Apr 23, 2021

What this PR does / why we need it:

Added Sobol's quasirandom sequence support. See the paper S. Joe and F. Y. Kuo, Remark on Algorithm 659: Implementing Sobol's quasirandom sequence generator, ACM Trans. Math. Softw. 29, 49-57 (2003). for details.

np.random.rand() (seed=0) Sobol (Goptuna)
random-seed0 sobol

Which issue(s) this PR fixes (optional, in fixes #<issue number>(, fixes #<issue_number>, ...) format, will close the issue(s) when PR gets merged):
Refs #1283

Special notes for your reviewer:

None.

Release note:

Support Sobol's Quasirandom Sequence using Goptuna.

@@ -10,6 +10,7 @@ export const AlgorithmNames = {
[AlgorithmsEnum.BAYESIAN_OPTIMIZATION]: 'Bayesian Optimization',
[AlgorithmsEnum.TPE]: 'Tree of Parzen Estimators',
[AlgorithmsEnum.CMAES]: 'Covariance Matrix Adaptation: Evolution Strategy',
[AlgorithmsEnum.SOBOL]: 'Sobol Quasirandom Sequence',
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I cheked the new Katib UI.

ScreenShot 2021-04-23 21 52 44

@c-bata c-bata changed the title Support Sobol's Quasirandom Sequence Algorithm using Goptuna. Support Sobol's Quasirandom Sequence using Goptuna. Apr 26, 2021
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Thank you for the great contribution @c-bata!
Just one small question from me.
cc @gaocegege @johnugeorge

@@ -21,6 +21,8 @@ Table of Contents
* [BOHB](#bohb)
* [TPE](#tpe)
* [SMAC](#smac)
* [CMA-ES](#cma-es)
* [Sobol](#sobol)
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I think we should have the table somewhere in the docs with all supported Frameworks and Algorithms that these Suggestions support. Eventually, we don't need to modify the proposals docs.
WDYT @gaocegege @c-bata @johnugeorge ?
We can do it in the following PR.

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I think we should have the table somewhere in the docs with all supported Frameworks and Algorithms that these Suggestions support. Eventually, we don't need to modify the proposals docs.

Sounds good! Should I revert the changes of suggestion.md?

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I think we can leave this change in suggestion.md for now.
That will simplify the process for us to create the doc table.

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LGTM from my side, @gaocegege @johnugeorge @kimwnasptd Please take a look.
/lgtm

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LGTM 👍
/lgtm

Thanks for your contribution! 🎉 👍

I haven't read the paper, but the demo looks great!

@andreyvelich
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@c-bata Please can you also add Sobol algorithm support to the documentation: https://www.kubeflow.org/docs/components/katib/experiment/#search-algorithms-in-detail
/approve

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[APPROVALNOTIFIER] This PR is APPROVED

This pull-request has been approved by: andreyvelich, c-bata

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c-bata commented May 8, 2021

@andreyvelich Thank you! I've just opened kubeflow/website#2703 👍

@yanniszark yanniszark mentioned this pull request May 17, 2021
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4 participants